-97.5%
AMC vs SPXS
-99.8%
+2.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.0% | +15.3% | +5.4% |
| 7D | +6.6% | -1.5% | +8.1% | +7.4% |
| 30D | +14.1% | +9.6% | +4.5% | +20.5% |
| 3M | +31.3% | +8.5% | +22.8% | +38.7% |
| 6M | +126.7% | -5.8% | +132.4% | +129.0% |
| YTD | +117.9% | -25.4% | +143.3% | +105.4% |
| 1Y | +41.1% | -28.8% | +69.9% | +31.4% |
| 3Y | -61.0% | -80.9% | +19.9% | -75.9% |
| 5Y | -99.1% | -83.1% | -16.0% | -99.4% |
| 10Y | -98.7% | -99.5% | +0.8% | -99.6% |
| All | -97.5% | -99.8% | +2.3% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling